Financial risk management : a practitioner's guide to managing market and credit risk / / Steven Allen.
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| Superior document: | Wiley finance |
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| : | |
| TeilnehmendeR: | |
| Year of Publication: | 2013 |
| Edition: | 2nd ed. |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | xxvii, 579 p. :; ill. |
| Notes: | "+ website"--Cover. |
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Table of Contents:
- Foreword
- Preface
- Acknowledgments
- Introduction
- Institutional background
- Operational risk
- Financial disasters
- The systemic disaster of 2007-2008
- Managing financial risk
- Var and stress testing
- Model risk
- Managing spot risk
- Managing forward risk
- Managing vanilla options risk
- Managing exotic options risk
- Credit risk
- Counterparty credit risk
- Bibliography
- About the companion website
- Index.